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mdlink_tencent added #1

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Dec 7, 2017
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init mdlink_tencent dir
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linboqiao committed Nov 28, 2017
commit 3f98fc94c79cb45e27f390d0895b0aef33382291
1 change: 1 addition & 0 deletions mdlink/CMakeLists.txt
Original file line number Diff line number Diff line change
Expand Up @@ -78,6 +78,7 @@ add_subdirectory(src/mdlink/mdlink_merge)
add_subdirectory(src/mdlink/mdlink_ctp)
add_subdirectory(src/mdlink/mdlink_tdf)
add_subdirectory(src/mdlink/mdlink_sina)
add_subdirectory(src/mdlink/mdlink_tencent)
add_subdirectory(src/qms)
add_subdirectory(src/client)
add_subdirectory(src/protocol)
Expand Down
96 changes: 96 additions & 0 deletions mdlink/src/mdlink/mdlink_tencent/CMakeLists.txt
Original file line number Diff line number Diff line change
@@ -0,0 +1,96 @@
cmake_minimum_required(VERSION 2.8)

project(jzs)
set(CMAKE_INSTALL_PREFIX dist)
add_definitions(
-DUSE_PBMSG
-DISLIB
)

if (WIN32)
set(BIN_PATH bin)
set(LIB_PATH bin)
set(DATA_PATH data)
set(ETC_PATH etc)
else()
set(BIN_PATH bin)
set(LIB_PATH lib)
set(DATA_PATH data)
set(ETC_PATH etc)
endif()

set(SRC
../../../deps/zmq/zhelpers.h
../../../deps/jsoncpp/jsoncpp.cpp
../public/MapTables.h
../public/MapTables.cpp
../public/MdServer.cpp
../public/MdServer.h
TencentApi.cpp
TencentApi.h
TencentMdServer.cpp
TencentMdServer.h
MdLinkMain.cpp
)

include_directories(
../../
../../../deps
../../../deps/zmq
../../../deps/jsoncpp
../../../deps/libcurl/include/curl
)


if (WIN32)
link_directories(
${CMAKE_CURRENT_SOURCE_DIR}/../../../deps/libcurl/lib
)

include_directories(
../../../deps/windows/zlib-1.2.8
)

else()

add_definitions(-std=c++11)


endif()

add_executable(mdlink_tencent ${SRC})

if (WIN32)
target_link_libraries( mdlink_tencent
libcurl
base
msgbus
zmq
protobuf
z
glog
ws2_32
)

else()

target_link_libraries( mdlink_tencent
libcurl.so
base
msgbus
zmq
protobuf
glog
z
)

endif()

if (WIN32)
install (FILES
../../../deps/libcurl/lib/libcurl.dll
DESTINATION ${LIB_PATH}
)
endif()

install (TARGETS mdlink_tencent RUNTIME DESTINATION ${BIN_PATH})
84 changes: 84 additions & 0 deletions mdlink/src/mdlink/mdlink_tencent/MdLinkMain.cpp
Original file line number Diff line number Diff line change
@@ -0,0 +1,84 @@
#include <cstring>
#include <fstream>
#include <thread>
#include <chrono>
#include <memory>
#include <iomanip>
#include <set>
#include "config/IniApi.h"
#include "config/SysConfig.h"
#include "base/StringUtil.h"
#include "base/Logger.h"
#include "base/Init.h"
#include "base/TimeUtil.h"
#include "protocol/cpp/md.pb.h"
#include <unistd.h>
#include <getopt.h>
#include <json/json.h>
#include <mutex>
#include <unordered_map>
#include <set>
#include "TencentMdServer.h"
#include "TencentApi.h"
#include "protocol/cpp/md.pb.h"
#include "base/Calendar.h"
#include "../public/MapTables.h"


using namespace std;
using namespace jzs;
using namespace jzs::msg;
using namespace jzs::msg::md;
using namespace jzs::msgbus;
using namespace tencent_api;
void test_tencent()
{
tencent_api::TencentApi api;

vector<shared_ptr<tencent_api::MarketQuote>> quotes;


vector<string> codes;
codes.push_back("sz000001");
codes.push_back("sh000001");
codes.push_back("sh502028");
codes.push_back("sz399001");
api.get_quotes(codes, &quotes);

for (auto q : quotes) {
cout << q->code << "," << q->date << "," << q->time << "," << q->last << "," << q->volume << endl;
}
getchar();
}

int main(int argc, char* argv[])
{
string mdid;
if (argc == 2) {
mdid = string(argv[1]);
init(argv[1]);
}
else {
init(argv[0]);
LOG(ERROR) << "Wrong number of arguments given!" << endl;
return -1;
}

MdlinkCfg mdcfg;
SysConfig::getMdlinkCfg(mdid, mdcfg);
TencentMdServer* svr = new TencentMdServer;
if (!svr->init(mdcfg)) {
return -1;
}

svr->StartMdlink();
while (true) {
this_thread::sleep_for(chrono::seconds(5));
auto next_time = chrono::system_clock::now() + chrono::seconds(5);
while (chrono::system_clock::now() < next_time)
this_thread::sleep_until(next_time);
svr->ShowStatus();
}
return 0;
}

179 changes: 179 additions & 0 deletions mdlink/src/mdlink/mdlink_tencent/TencentApi.cpp
Original file line number Diff line number Diff line change
@@ -0,0 +1,179 @@
#include <chrono>
#include <string>
#include <map>
#include <vector>
#include <fstream>
#include <string.h>
#include <iostream>
#include <vector>
#include <curl.h>

#include "base/StringUtil.h"
#include "TencentApi.h"


using namespace std;
using namespace std::chrono;
using namespace tencent_api;


TencentApi::TencentApi()
{
m_curl = curl_easy_init();
}

TencentApi::~TencentApi()
{
curl_easy_cleanup(m_curl);
}

static size_t write_data(void *ptr, size_t size, size_t nmemb, void *stream)
{
string data((const char*)ptr, (size_t)size * nmemb);
*((stringstream*)stream) << data << endl;
return size * nmemb;
}

string TencentApi::download(const vector<string>& codes)
{
stringstream ss;
ss << m_url;
for (int i = 0; i < codes.size(); i++) {
ss << codes[i];
if (i + 1 != codes.size())
ss << ",";
}

string url = ss.str();
curl_easy_setopt(m_curl, CURLOPT_URL, url.c_str());
curl_easy_setopt(m_curl, CURLOPT_FOLLOWLOCATION, 1L);
curl_easy_setopt(m_curl, CURLOPT_NOSIGNAL, 1); //Prevent "longjmp causes uninitialized stack frame" bug
curl_easy_setopt(m_curl, CURLOPT_ACCEPT_ENCODING, "deflate");
curl_easy_setopt(m_curl, CURLOPT_TCP_KEEPALIVE , 1L);
curl_easy_setopt(m_curl, CURLOPT_TCP_KEEPIDLE , 1L);
curl_easy_setopt(m_curl, CURLOPT_TCP_KEEPINTVL , 1L);
std::stringstream out;
curl_easy_setopt(m_curl, CURLOPT_WRITEFUNCTION, write_data);
curl_easy_setopt(m_curl, CURLOPT_WRITEDATA, &out);

CURLcode res = curl_easy_perform(m_curl);

if (res != CURLE_OK) {
fprintf(stderr, "curl_easy_perform() failed: %s\n",
curl_easy_strerror(res));
}

return out.str();
}

static inline int parse_date(const string& date)
{
vector<string> ss;
split(date, "-", ss);
if (ss.size() != 3) return 0;

int v;
v = atoi(ss[0].c_str()) * 10000 + atoi(ss[1].c_str()) * 100 + atoi(ss[2].c_str());
return v;
}

static inline int parse_time(const string& time)
{
vector<string> ss;
split(time, ":", ss);
if (ss.size() != 3) return 0;

int v;
v = atoi(ss[0].c_str()) * 10000 + atoi(ss[1].c_str()) * 100 + atoi(ss[2].c_str());
return v * 1000;
}

static inline shared_ptr<MarketQuote> parse_quote(const string& raw_line)
{
vector<string> kv;
string line = remove_substr(raw_line, "\r");
line = remove_substr(line, "\n");
split(line, "=", kv);
if (kv.size() != 2) {
return nullptr;
}
auto quote = make_shared<MarketQuote>();
memset(quote.get(), 0, sizeof(quote));

{
vector<string> tmp;
split(kv[0], "_", tmp);
string code = tmp.back();
// strncmp(quote->code, code.c_str(), 32);
strcpy(quote->code, code.c_str());
}

if (kv[1] == "\"\"") {
return nullptr;
}

{
vector<string> tmp;
split(kv[1], "\"", tmp, false);

string values_str = tmp[1];
vector<string> values;

split(values_str, ",", values);
if (values.size() == 0) {
return nullptr;
}
int i = 1;
quote->open = atof(values[i++].c_str());
quote->pre_close = atof(values[i++].c_str());
quote->last = atof(values[i++].c_str());
quote->high = atof(values[i++].c_str());
quote->low = atof(values[i++].c_str());
i += 2; // ignore bid1,ask1
quote->volume = atoll(values[i++].c_str());
quote->turnover = atoll(values[i++].c_str());

quote->bid_vol1 = atoi(values[i++].c_str());
quote->bid1 = atof(values[i++].c_str());
quote->bid_vol2 = atoi(values[i++].c_str());
quote->bid2 = atof(values[i++].c_str());
quote->bid_vol3 = atoi(values[i++].c_str());
quote->bid3 = atof(values[i++].c_str());
quote->bid_vol4 = atoi(values[i++].c_str());
quote->bid4 = atof(values[i++].c_str());
quote->bid_vol5 = atoi(values[i++].c_str());
quote->bid5 = atof(values[i++].c_str());

quote->ask_vol1 = atoi(values[i++].c_str());
quote->ask1 = atof(values[i++].c_str());
quote->ask_vol2 = atoi(values[i++].c_str());
quote->ask2 = atof(values[i++].c_str());
quote->ask_vol3 = atoi(values[i++].c_str());
quote->ask3 = atof(values[i++].c_str());
quote->ask_vol4 = atoi(values[i++].c_str());
quote->ask4 = atof(values[i++].c_str());
quote->ask_vol5 = atoi(values[i++].c_str());
quote->ask5 = atof(values[i++].c_str());

quote->date = parse_date(values[i++]);
quote->time = parse_time(values[i++]);
}
return quote;
}


bool TencentApi::get_quotes(const vector<string>& codes, vector<shared_ptr<MarketQuote>>* quotes)
{
string content = download(codes);

vector<string> lines;
split(content, ";", lines);
for (string line : lines) {
if (strncmp(line.c_str(), "var", 3) != 0) continue;
auto q = parse_quote(trim(line));
if (q)
quotes->push_back(q);
}
return true;
}

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